-29.5%
CIFR vs EXPD
+55.6%
-85.0%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -2.3% | +20.2% | +19.3% |
| 7D | -10.2% | -7.2% | -3.1% | -5.2% |
| 30D | -55.0% | -3.3% | -51.8% | -53.8% |
| 3M | -64.1% | +3.4% | -67.4% | -64.6% |
| 6M | -70.1% | +22.7% | -92.8% | -74.5% |
| YTD | -55.7% | +24.5% | -80.2% | -63.9% |
| 1Y | -69.9% | +38.6% | -108.5% | -77.6% |
| 3Y | +68.7% | +71.5% | -2.8% | +1.1% |
| All | -29.5% | +55.6% | -85.0% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling